+3,644.4%
FIX vs FLR
+10.4%
+3,634.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -13.9% | +5.1% | -19.0% | -14.9% |
| 30D | -35.5% | -0.5% | -35.1% | -35.1% |
| 3M | -33.9% | -3.5% | -30.5% | -33.0% |
| 6M | -43.3% | +16.5% | -59.8% | -45.5% |
| YTD | +18.7% | +27.3% | -8.6% | +11.3% |
| 1Y | +13.8% | +10.6% | +3.1% | +11.0% |
| 3Y | +495.0% | +39.4% | +455.6% | +446.7% |
| 5Y | +1,049.0% | +126.4% | +922.7% | +835.4% |
| 10Y | +3,644.4% | +8.4% | +3,636.0% | +3,347.6% |
| All | +3,644.4% | +10.4% | +3,634.1% | +3,347.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling